For this homework you need to login to one of the hosts in the DECF linux clusters: http://www.decf.berkeley.edu I recommend 'putty' for secure remote login from any computer connected to the internet: http://www.putty.org/ Alternatively, you may also use 'ssh'. If you have not used unix/linux before, here is a tutorial explaining the basic unix/linux commands: http://www.ee.surrey.ac.uk/Teaching/Unix/ If you do not like this one, google. Many more are available on the internet. For this homework you do not need to know much beyond the basic unix/linux commands that are needed to navigate in the file system and create/copy/delete files/directories, such as: passwd (to change your password) mkdir cd ls cp file1 file2 mv file1 file2 more file2 rm file2 IMPORTANT: You must login using your course username. If you login with another username, you cannot run cplex or ampl. Login first to decf.berkeley.edu. This will put you to one of the decf servers. Do not run cplex or ampl on the servers. Instead, ssh to one of the hosts listed at http://www.decf.berkeley.edu/ganglia/ to run your experiments. ___________________________________________ IEOR264 - HW #2 - Due: 02/20/08 1. Experiment with the two different models given in class for each of the uncapacitated facility location and uncapacitated lot-sizing problems. The objective of this homework is to compare the ease of solvability of different MIP formulations and the impact of cplex options/modules on the solution process. IMPORTANT: Start early. If you leave it to the last day, you will not be able to complete the experiments. Follow the Sample Files link at the course web page http://ieor.berkeley.edu/~atamturk/ieor264/ and download ufl.* in the directory samples/ampl to get started. Run the following command % ampl < ufl.ampl to create the ufl.mps input file for cplex. Read ulf.mod, ufl.dat, and ufl.ampl to see what ampl does. Then read ulf.cpx to see the cplex options set in this file. You will see that cplex cuts, preprocessing, heuristics are turned off. Node selection is set to depth-first search, variable selection is set to maximum integer infeasibility. This setting is close to the vanilla branch-and-bound algorithm. Run the following command % cplex < ulf.cpx to solve ulf.mps. At any time you can hit Control-C to stop running cplex. You will do six experiments for each model by turning on cuts, preprocessing, heuristics, and changing the node selection rule to best bound and the variable selection rule to strong branching one at a time. Compare the number of variables and constraints, the LP relaxation bound, the time to solve the LP relaxation, the number of nodes in the branch-and- bound tree, the overall time required to solve for the models. For the LP stats, you need to solve the LP relaxation of the models by relaxing integrality using the command 'change problem lp' in cplex. IMPORTANT: Limit your computations to max 30 mins and 100MB b&b tree memory. Otherwise, DECF staff will kill your runs. Report your findings in a table and discuss them in a few paragraphs. What is your conclusion from the experiments? If you just report tables without a discussion explaining your observations in the tables and conclusion, you will not get full credit. Based on these examples, create the files for the uncapacitated lot-sizing problem and repeat the experiments for the lot-sizing problem. Cplex has literaly hundreds of options to control the solution process. The ones listed above are the most basic ones. To see the available options and values run the following: % cplex % cplex> set % cplex> Parameter to set: mip % cplex> MIP parameter to set: The rest of self evident. To learn the complete set of cplex options, see the manual at http://www.decf.berkeley.edu/help/apps/ampl/cplex-doc The users' manual is hundreds of pages, so please do not print it. You can send the cplex output to a file by typing %cplex < ulf.cpx > ulf.out If you have questions send Vishnu or me an email. Enjoy!